Estimation error with 'loglinear' options.

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Estimation error with 'loglinear' options.

Postby flyingpig » Thu Apr 05, 2012 3:03 pm

Hello, I have a problem when putting 'loglinear' into 'estimation' options, as below:

??? Error using ==> dynare_estimation_init at 303
There are complex values in the data! Probably a wrong transformation

Error in ==> dynare_estimation_1 at 37
[data,rawdata,xparam1] = dynare_estimation_init(var_list_);

Error in ==> dynare_estimation at 62
dynare_estimation_1(var_list,varargin{:});

Error in ==> essay2_b at 273
dynare_estimation(var_list_);

Error in ==> dynare at 120
evalin('base',fname) ;


What does it mean complex value in data, I use simulated data, not any complex value.
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Re: Estimation error with 'loglinear' options.

Postby jpfeifer » Wed Apr 18, 2012 7:53 pm

It means your variable definitions do not correspond to the data definition. If you take logs of a negative variable in Matlab, this yields a complex number. Hence, the error.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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